+212.6%
AMD vs MULL
+968.6%
-755.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.1% | +1.9% | +8.6% |
| 7D | -11.0% | -42.7% | +31.7% | +2.2% |
| 30D | -30.5% | -63.8% | +33.3% | -10.5% |
| 3M | -8.2% | -49.0% | +40.8% | +6.8% |
| 6M | +6.6% | -38.2% | +44.7% | +6.0% |
| YTD | +109.7% | +167.0% | -57.4% | +35.7% |
| 1Y | +88.9% | +247.7% | -158.8% | +11.3% |
| All | +212.6% | +968.6% | -755.9% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling